-98.1%
PMN vs VT
+57.5%
-155.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.4% |
| 7D | +16.7% | -0.1% | +16.9% | +16.5% |
| 30D | -58.6% | -3.1% | -55.5% | -56.6% |
| 3M | -73.0% | -3.5% | -69.5% | -71.6% |
| 6M | -59.5% | +0.5% | -60.0% | -58.4% |
| YTD | -41.7% | +10.8% | -52.5% | -43.3% |
| 1Y | -59.2% | +11.9% | -71.1% | -60.5% |
| 3Y | -88.9% | +73.0% | -161.8% | -91.4% |
| 5Y | -98.1% | +58.6% | -156.7% | -98.3% |
| All | -98.1% | +57.5% | -155.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling